A note on the Aitkin-Rubin approach to hypothesis testing in mixture models

B. G. Quinn, G. J. McLachlan, N. L. Hjort

Research output: Contribution to journalArticle

Abstract

In testing for the number of components in a mixture, it is well known that regularity conditions do not hold for minus twice the log likelihood ratio to have its usual asymptotic null distribution of chi-squared. In an attempt to overcome some of the problems, it has been proposed in the literature that a prior distribution be placed on the mixing proportions. We show here that the usual regularity conditions still do not hold.
Original languageEnglish
Pages (from-to)311-314
Number of pages4
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume49
Issue number3
Publication statusPublished - 1987
Externally publishedYes

Keywords

  • mixture model
  • number of components
  • prior distribution
  • likelihood ratio test

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